This module allows you to analyze existing cross correlation between FTSE MIB and MerVal. You can compare the effects of market volatilities on FTSE MIB and MerVal and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in FTSE MIB with a short position of MerVal. See also your portfolio center. Please also check ongoing floating volatility patterns of FTSE MIB and MerVal.
|Time Horizon||30 Days Login to change|
FTSE MIB vs. MerVal
Assuming 30 trading days horizon, FTSE MIB is expected to under-perform the MerVal. In addition to that, FTSE MIB is 26.32 times more volatile than MerVal. It trades about -0.71 of its total potential returns per unit of risk. MerVal is currently generating about 0.04 per unit of volatility. If you would invest 3,023,395 in MerVal on May 23, 2018 and sell it today you would earn a total of 63,540 from holding MerVal or generate 2.1% return on investment over 30 days.